-65.9%
KWEB vs AFRM
-28.4%
-37.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -7.8% | -4.4% | -3.4% | -7.2% |
| 30D | -6.4% | -7.7% | +1.2% | -5.4% |
| 3M | -14.6% | -16.9% | +2.3% | -12.4% |
| 6M | -25.0% | +2.5% | -27.5% | -26.3% |
| YTD | -32.7% | -12.5% | -20.1% | -32.8% |
| 1Y | -37.3% | -11.0% | -26.3% | -37.8% |
| 3Y | -5.9% | +184.6% | -190.5% | -32.2% |
| 5Y | -47.1% | -56.3% | +9.2% | -58.3% |
| All | -65.9% | -28.4% | -37.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling